Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
M. Nimalendran
| Year of publication: |
1994
|
|---|---|
| Authors: | Nimalendran, Mahendrarajah |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 7.1994, 3, p. 451-473
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Informationsökonomik | Economics of information | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1976-1986 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001169085